Anic Equity¶

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Total return since start: 0.687 %¶

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Equity now: -----------------------------> 51542.41 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48343.35 Kr¶

PnL: ---------------------------------------> -744.22 Kr¶

DD now: ---------------------------------> -0.774 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 13:28:28.701620'

Anic Portfolio¶

Today¶

Return: -0.686 %¶

This Week¶

Return: 8.448 %¶

Total¶

Return: 68.737 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.160000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 -2.200000 764.800000 91.800000 13.640000 673.000000
Nordea Bank Abp 29 -0.210000 3527.560000 73.560000 2.130000 3453.999992
HEBA B 70 -0.770000 2702.000000 66.000000 2.500000 2636.000010
SAAB B 8 0.000000 3427.200000 50.200000 1.490000 3377.000000
Swedbank A 3 3.150000 609.600000 45.600000 8.090000 564.000000
Resurs Holding 22 0.650000 612.920000 38.920000 6.780000 573.999998
AcadeMedia 12 0.040000 594.720000 37.720000 6.770000 557.000004
MedCap 2 -1.080000 458.000000 37.000000 8.790000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.260000 382.100000 27.100000 7.630000 355.000000
Fasadgruppen Group 38 1.110000 4157.200000 16.200000 0.390000 4140.999992
Intrum 4 0.630000 542.800000 15.800000 3.000000 527.000000
OEM International B 7 -1.150000 542.500000 14.500000 2.750000 527.999997
Eastnine 4 -0.480000 501.600000 10.600000 2.160000 491.000000
Karnov Group 9 0.000000 543.600000 7.600000 1.420000 536.000004
Norva24 Group 16 -1.440000 547.200000 4.200000 0.770000 543.000000
Creaspac SPAC 6 0.000000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.290000 247.440000 1.440000 0.590000 246.000000
Handelsbanken A 5 0.740000 547.250000 1.250000 0.230000 546.000000
Fastighetsbolag. Emilshus Pref 21 -2.370000 562.800000 0.800000 0.140000 562.000005
Securitas B 6 -1.510000 570.360000 0.360000 0.060000 570.000000
Corem Property Group B 59 -0.710000 577.320000 0.320000 0.060000 576.999999
Coor Service Management Hold. 8 -0.150000 530.400000 -1.600000 -0.300000 532.000000
Midsona B 63 -3.280000 575.820000 -7.180000 -1.230000 582.999984
Boozt 12 -0.660000 1634.400000 -19.600000 -1.190000 1653.999996
Sampo Oyj SDB 7 -0.180000 3825.500000 -24.500000 -0.640000 3850.000000
Essity B 2 -1.020000 544.400000 -29.600000 -5.160000 574.000000
CTEK 13 -1.820000 497.250000 -36.750000 -6.880000 533.999999
International Petroleum Corp. 5 -3.330000 551.500000 -43.070000 -7.240000 594.565215
Vivesto 1368 0.190000 568.810000 -44.190000 -7.210000 612.999432
Essity A 4 -1.440000 1092.000000 -57.000000 -4.960000 1149.000000
Beijer Electronics Group 27 -2.310000 2970.000000 -114.000000 -3.700000 3083.999994
OX2 22 -0.740000 1768.800000 -220.200000 -11.070000 1989.000002
Axfood 15 -0.150000 4039.500000 -260.500000 -6.060000 4300.000005
Ovzon 64 -2.780000 3360.000000 -636.000000 -15.920000 3996.000000
TOTAL 48343.350000 -744.220000 -0.77385% 49087.564636

Updated:¶

'2023-01-31 13:28:42.129139'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶